+84.0%
TECK vs TAP
-31.5%
+115.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.3% | +4.3% |
| 7D | +7.8% | -2.3% | +10.1% | +7.8% |
| 30D | +8.3% | -9.4% | +17.7% | +8.6% |
| 3M | +16.1% | -0.8% | +16.9% | +15.7% |
| 6M | +42.9% | -14.7% | +57.6% | +44.7% |
| YTD | +50.8% | -13.9% | +64.7% | +52.2% |
| 1Y | +106.1% | -18.6% | +124.7% | +109.8% |
| 3Y | +84.0% | -32.0% | +116.0% | +92.7% |
| All | +84.0% | -31.5% | +115.5% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling